Compatibility

Julia and package versions

VineCopulas.jl supports Julia 1.10 and newer. Version 0.1.1 requires Copulas.jl 0.1.40 or newer within the 0.1 series.

The CI matrix tests the package on Julia 1.10 and the current Julia release.

Copulas.jl interoperability

The public construction API keeps the mathematical parameter domains implemented by Copulas.jl. For example, direct construction such as

ClaytonCopula(2, θ)
TCopula(ν, Σ)
GumbelCopula(2, θ)

continues to use the corresponding Copulas.jl domain.

Automatic vine selection can use narrower candidate parameter domains. These bounds are internal to model selection and are chosen to align the candidate space with vinecopulib where external parity is required. They do not redefine the public copula families. See Controls and parameter domains.

rvinecopulib

rvinecopulib is used as an external reference for the correctness gate. Raw R-vine matrices are not compared as strings because equivalent vines can have different matrix representations. Correctness checks compare represented edges, families, rotations, parameters, likelihoods, Rosenblatt transforms, and inverse transforms.

Documentation versions

The documentation deployment keeps separate tagged and development sites. Use stable for the latest registered release and dev for the current main branch; retained patch releases are available from the version selector.